OverviewChartNewsTraderScreen

BNP Paribas Call 420 CHTR 17.01.2.../  DE000PE9AA79  /

EUWAX
10/11/2024  8:43:32 AM Chg.-0.005 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.040EUR -11.11% -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 420.00 - 1/17/2025 Call
 

Master data

WKN: PE9AA7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 32.77
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.35
Parity: -1.22
Time value: 0.09
Break-even: 429.10
Moneyness: 0.71
Premium: 0.44
Premium p.a.: 2.93
Spread abs.: 0.05
Spread %: 145.95%
Delta: 0.20
Theta: -0.14
Omega: 6.39
Rho: 0.13
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.045
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -42.03%
3 Months
  -43.66%
YTD
  -91.67%
1 Year
  -95.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.045 0.035
1M High / 1M Low: 0.077 0.027
6M High / 6M Low: 0.280 0.027
High (YTD): 1/2/2024 0.480
Low (YTD): 9/27/2024 0.027
52W High: 10/16/2023 1.020
52W Low: 9/27/2024 0.027
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.080
Avg. volume 6M:   0.000
Avg. price 1Y:   0.225
Avg. volume 1Y:   0.000
Volatility 1M:   260.71%
Volatility 6M:   289.20%
Volatility 1Y:   239.06%
Volatility 3Y:   -